+12.9%
HAS vs FFIV
+91.3%
-78.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.8% | -1.0% | -0.8% | -1.5% |
| 30D | +2.3% | -5.1% | +7.3% | +3.9% |
| 3M | +10.4% | -4.5% | +14.8% | +11.2% |
| 6M | -3.2% | +36.5% | -39.7% | -16.2% |
| YTD | +15.4% | +53.0% | -37.6% | -5.2% |
| 1Y | +18.8% | +24.2% | -5.4% | +5.7% |
| 3Y | +43.9% | +137.2% | -93.3% | -6.2% |
| All | +12.9% | +91.3% | -78.4% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling